Merge pull request #2052 from quantopian/add-slippage-model-to-api

MAINT: add FixedBasisPointsSlippage to api
quantopian · Dec 15, 2017 · bbbcdce · bbbcdce
2 parents fdfce9b + 1287790
commit bbbcdce
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Showing 2 changed files with 3 additions and 1 deletion.
diff --git a/.travis.yml b/.travis.yml
@@ -48,7 +48,7 @@ install:
       if [[ -f "$RECIPE_OUTPUT" && "$DO_UPLOAD" = "true" ]]; then anaconda -t $ANACONDA_TOKEN upload "$RECIPE_OUTPUT" -u quantopian --label ci; fi
     done
 
-  - conda create -n testenv --use-local --yes -c quantopian pip python=$TRAVIS_PYTHON_VERSION numpy=$NUMPY_VERSION scipy=$SCIPY_VERSION libgfortran=3.0 ta-lib=$TALIB_VERSION
+  - conda create -n testenv --debug --use-local --yes -c quantopian pip python=$TRAVIS_PYTHON_VERSION numpy=$NUMPY_VERSION scipy=$SCIPY_VERSION libgfortran=3.0 ta-lib=$TALIB_VERSION
   - source activate testenv
 
   - CACHE_DIR="$HOME/.cache/.pip/pip_np""$CONDA_NPY"

diff --git a/zipline/api.py b/zipline/api.py
@@ -29,6 +29,7 @@
 )
 from .finance.slippage import (
     FixedSlippage,
+    FixedBasisPointsSlippage,
     VolumeShareSlippage,
 )
 from .utils import math_utils, events
@@ -41,6 +42,7 @@
 __all__ = [
     'EODCancel',
     'FixedSlippage',
+    'FixedBasisPointsSlippage',
     'NeverCancel',
     'VolumeShareSlippage',
     'Restriction',